+204.2%
GS vs TOST
-48.0%
+252.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | -3.4% | +4.4% | +1.5% |
| 30D | -1.6% | -2.4% | +0.9% | -1.2% |
| 3M | -4.5% | +34.6% | -39.1% | -9.6% |
| 6M | +20.9% | +15.2% | +5.7% | +16.8% |
| YTD | +19.9% | -4.4% | +24.3% | +19.2% |
| 1Y | +41.4% | -17.4% | +58.8% | +43.8% |
| 3Y | +239.2% | +54.5% | +184.7% | +206.0% |
| All | +204.2% | -48.0% | +252.1% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling